c

breeze.optimize

BacktrackingLineSearch

class BacktrackingLineSearch extends ApproximateLineSearch

Implements the Backtracking Linesearch like that in LBFGS-C (which is (c) 2007-2010 Naoaki Okazaki under BSD)

Basic idea is that we need to find an alpha that is sufficiently smaller than f(0), and also possibly requiring that the slope of f decrease by the right amount (wolfe conditions)

Linear Supertypes
ApproximateLineSearch, MinimizingLineSearch, AnyRef, Any
Ordering
  1. Alphabetic
  2. By Inheritance
Inherited
  1. BacktrackingLineSearch
  2. ApproximateLineSearch
  3. MinimizingLineSearch
  4. AnyRef
  5. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. Protected

Instance Constructors

  1. new BacktrackingLineSearch(initfval: Double, maxIterations: Int = 20, shrinkStep: Double = 0.5, growStep: Double = 2.1, cArmijo: Double = 1E-4, cWolfe: Double = 0.9, minAlpha: Double = 1E-10, maxAlpha: Double = 1E10, enforceWolfeConditions: Boolean = true, enforceStrongWolfeConditions: Boolean = true)

Type Members

  1. final case class State(alpha: Double, value: Double, deriv: Double) extends Product with Serializable
    Definition Classes
    ApproximateLineSearch

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##: Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  5. def clone(): AnyRef
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.CloneNotSupportedException]) @native() @IntrinsicCandidate()
  6. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  7. def equals(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef → Any
  8. final def getClass(): Class[_ <: AnyRef]
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @IntrinsicCandidate()
  9. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @IntrinsicCandidate()
  10. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  11. def iterations(f: DiffFunction[Double], init: Double = 1.0): Iterator[State]
    Definition Classes
    BacktrackingLineSearch → ApproximateLineSearch
  12. def minimize(f: DiffFunction[Double], init: Double = 1.0): Double
    Definition Classes
    ApproximateLineSearch → MinimizingLineSearch
  13. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  14. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @IntrinsicCandidate()
  15. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @IntrinsicCandidate()
  16. final def synchronized[T0](arg0: => T0): T0
    Definition Classes
    AnyRef
  17. def toString(): String
    Definition Classes
    AnyRef → Any
  18. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException])
  19. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException]) @native()
  20. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException])

Deprecated Value Members

  1. def finalize(): Unit
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.Throwable]) @Deprecated
    Deprecated

Inherited from ApproximateLineSearch

Inherited from MinimizingLineSearch

Inherited from AnyRef

Inherited from Any

Ungrouped